In order to optimise the load regulation, the current set resistor R1 (see fig. 4) should be tied as close as possible to the regulator, while the ground terminal of R2 should be near the ground of the load to provide remote ground sensing.
Performance may be improved with added capacitance as follow:
An input bypass capacitor of 0.1mF
An adjustment terminal to ground 10mF capacitor to improve the ripple rejection of about 15 dB (CADJ).
An 1mF tantalium (or 25mF Aluminium electrolitic)
capacitor on the output to improve transient
response.

I made the thing according to Fig. 5 on the data sheet. The power supply is allready regulated and there is a 1000 uF Elna Silmic in the output.

Would it be a goo idea to add a 10 or 100 uF Os-Con near the DAC chips which the regulator is feeding?

So this means: Typical value is 5 mA ( column left from the 10mA entry, but manufacturer garantees only 10mA.

What consequences has this foryou as the builder of the circuit? Ok, a minimum load of 10 mA has to be maintained to ENSURE regulation. A minimum load of 5mA is TYPICALLY enough.

In your circuit, with your specific components, we checked by your expereiments that you need at least 7 mA. That's why I wrote : You got a limit batch of LM317.

OKAy, what does this mean in GENAERAL?
This means that forthe standard application circuit with the 240 Ohms resitor between output and ADj. pin, only 5mA current flow. This is okay in MOST of the LM317.

But if you want to make SHURE that in every circuit at every time this will work, you have TO CHANGE TO 120 OHM!!

This is is a typo in most of the datasheeet, and -- bad luck -- most of use stumble into this sooner or later. I did too

Or, DIAR, for you: NOT EVERYTHING is okay. BUT if you change the 700 Ohm load to a 470, you have a total MINIMUM load of appr. 11 mA. THIS IS OKAY for EVERY situation (temp. change, input voltage variation): regulation will be maintained.

I hope this shades some light in my former posting. In case there are still questions, don't hesitate to ask pls.

I have absolutely no idea how much current the DAC chips take. I believe it's much more than a few mA but I am certain that it is not near the maximum current that LM317 can feed. Therefore I think it's wise to simply change the two resistors to be on the safe side.

I told earlier that there are two 1000 uF caps in the input. That was wrong (they are situated before the first regulator). The input voltage is regulated and there is only 47 uF cap in the input (and pretty far away). There is one 0,1 uF cap near the LM317 input. Should I use bigger capacitor in the input?

What about the large 1000 uF Elna Silmic in the output. Is it ok or should I replace it with a smaller (100 uF) Os-Con?

The 47 uF is alright because there are bigger caps beforethe first regulator (that already smoothes the 50/60 Hz ripple in your raw DC voltage). A larger cap nearthe lm317 is overkill.

I would personally add a 1 ohm 1/2 W carbon film restor in the output of the lm317 (after the voltage divider ) and then place a 100 uF os-con cap between plus 5V and GND. This is an "el cheapo" filter, smoothing much of the higher frequency noise the lm317 can not regulate.

Well, but as written: That's personal taste. You have to experiment: Listen to the sound. If it sounds more comfartable to you, add the 1 ohm/cap combo. if not, don't use the combo.

There is no general rule now forthe fine details. As soon as your lm317 behaves well, the experiments beginn -- all the best wishes to you!